The Effect of Volatility Index on Stock Market Volatility
碩士 === 逢甲大學 === 財務金融學所 === 97 === In 1993, the Chicago Board Options Exchange (CBOE) introduced the CBOE S&P100 Volatility Index (VXO), which provided a measure of market expectations of near-term volatility conveyed by the S&P100 index options. In 2003, CBOE changed the method of construct...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2009
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| Online Access: | http://ndltd.ncl.edu.tw/handle/98840971679714870156 |